most citedABC-based Forecasting in State Space Models

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stat.ME2025

Robustifying Approximate Bayesian Computation

Chaya Weerasinghe, David T. Frazier, Ruben Loaiza-Maya +1

Approximate Bayesian computation (ABC) is one of the most popular "likelihood-free" methods. These methods have been applied in a wide range of fields by providing solutions to int…

stat.ME2023★ 1 cited

ABC-based Forecasting in State Space Models

Chaya Weerasinghe, Ruben Loaiza-Maya, Gael M. Martin +1

Approximate Bayesian Computation (ABC) has gained popularity as a method for conducting inference and forecasting in complex models, most notably those which are intractable in som…